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jrbjrb1212 / Cpp-Crypto-Arbitrage-Framework

C++ Framework for Detecting Crypto Currency Arbitrages from Public Exchanges and Data
MIT License
11 stars 7 forks source link

Iteration found no arbitrage path in debug run #5

Open xushanthu-2014 opened 6 months ago

xushanthu-2014 commented 6 months ago

Hi John, Many thanks for this nice project. I found it is well-written and well structured. Now I am trying to run it and understand the codes. I learned a lot from it. However, when I ran the debug mode, I was told "Iteration found no arbitrage path" even after many iterations...is there something wrong? Btw, I am using user setting like this:

*****************
UserInput:
Arb Path Length: 3
Start Crypto: USDT
Min Trade Amount: 20
Removed exchanges: None
Lower bound profitability: 0
Coin amount requested: 25
Volume requested: 0
Debug mode: 1
Time mode: 0
Order book depth: 250
*****************

Meanwhile, I found some pairs are not generated in the symbolMap, like LAIUSDT. Is it because binance and other exchanges don't provide the swap for this?

Thanks and really appreciate for your efforts about this amazing project!

xushanthu-2014 commented 6 months ago

I just found some pairs can be found after a long iteration...like 

Iteration 1675: USDT->SOL->USDC->USDT, tick_p=0.239474%, orbo_p=0%

But the actual profit is almost zero...